Hi Jed,
Ensim is particularly tricky due to it's highly secure 'chroot' environment. I believe Email to CGI redirection needs to be set up by your web host in your /home/virtual/example.com/etc/aliases file with a line such as:
bounce: "|/path/to/home/bounce.cgi"
After they set that up I think they need to do something like this to update the mailer with the alias change:
chroot <yourusername>
newaliases
Tell your host where your bounce.cgi resides and the should be able to set it up for you.
Note that /usr/bin/wget should also be available to the script either through your /home/virtual/example.com/usr/bin folder or the system /usr/bin folder.
Regards